AA, DL, and UA all have apps which show in real time where one's bag is (or at least where it was when last scanned). At a minimum, one sees one's bag being scanned off the incoming aircraft and then onto the onwards aircraft. On arrival, one sees it scanned off the aircraft and then as "delivered" or some other equivalent term, when the bag is scanned onto the baggage carousel.

This is absolutely not a security risk as many bags travel alone for all manner of reason. It is also why the US dropped the silly and outmoded practice of always offloading bags of all no show passengers just over a decade ago. While there remain circumstances where a bag must travel with you, the fact is that all bags departing US airports are screened and thus the risk of them traveling separately is beneath minimal.

Having this available on an app is no different than asking at the gate. The latter simply ties up staff at exactly the wrong point in the process and, as OP found out, creates annoyance later.

To be frank, BA knows which bags have misconnected before the flight departs. It is simply a BA operational judgment whether to hold the aircraft for the bags or to push on schedule, the latter being the default. However, knowing that one's bags have missed the flight is annoying, but also means that one need not loaf around baggage claim and can head directly for the baggage office to start the claim process.